Choosing ECN and Limits on Sterling

Hi, I am a new trader and in dire need of some help in choosing ECN's.

As far as I know

BATS is for adding liquidity with limit orders and getting rebates
ARCA has lower fees for higher volume
EDGA is good for general limit fills

I will give an example as to a trade I made today to show what my problem is.

I sold PNRA short at 115.89 on ARCA which was a stop order. I figured when it hit this price it would go down. It did go down but my stop order was filled on 115.7 instead of 115.89.

Then to get out I made a buy stop order at 115.6 to buy back. Would of been a $0.29 profit or $29 dollars at 100 shares but instead I lost $1 because my buy stop filled at 115.71 instead of 115.6.

So now I know ARCA is horrible for filling stop orders near your requested price. Can you guys tell me which ECN to use for stop orders that will fill closer to your price during a very volatile market where the price is moving a lot, or even during a steady market because ARCA doesn't seem to fill well either way?

Also a little side question if anyone can help me with this, I do not see the "LIMIT" price type on my sterling hot key setting. No matter what I try. I called sterling and they said that there is no limit type and all I have to do is set a day order. I could of sworn that I saw it on another traders screen. Can anyone confirm if this is true or if the customer support guy was lazy? Also would doing it this way without the actual limit question still give me the rebate?

If you guys can help me with any of these questions that would be great. Thanks in advance for helping a new trader out.